1- HU: every hero gets a very small XP penalty whenever an unit is lost. That penalty would only be taken into account on a future XP gain, so as not to immediately reduce the hero’s total XP but only his/her progress.
That would sorta ilustrate some morale factor acting in the army - a leader should have a harder time getting more powerful when some of his/her army is being slaughtered around him/her.
That penalty would be increased by 10 fold if the player slays his/her own unit, of course. That would make denying for HU a lot more situational and it would actually make sense to be like that.
To compensate, HU heroes would have +1 health regen by default. That would represent the resilience of the human race.
Special: Paladin doesn’t gain XP from killing workers, or if creeping alone with Divine shield. Those actions are Just not paladin’like.
2- ORC: every hero would become instantly bloodlusted If his/her army loses about 15 to 20 pop in a short amount of time. That would represent the orcish rage when facing true bloodshed, and the honour to fight to the death for the horde.
3- UD: every hero gains twice as much XP than normal from killing workers. Reason: the scourge grows stronger the more chaos they spread, and the more cowardly and fear-inciting they are.
4- NE: female heroes can shadowmeld. Wait, that’s already in game, so that is special enough, I guess. Can’t think of anything for the male heroes.